CREDIT CONSOLIDATED Stock Portfolio Monthly Volume Monthly Volume Execution Venue Product and Legal Process and

y Volume Monthly Volume Execution Venue Product and Legal Process and STP Clearing Eligble
Single Dealer
No of firms Standard Short Form Cashflow Settlement Central Settlement % -

submitted data:
14 Trade Count Notional Trade Count Gross Notional Trade Count Gross Notional Bileteral Voice MTF Electronic
Execution
Electronic Confirmation
Confimation Available
Repository
Process (if available)
Event Processing

Voice Electronic
D D1 E E1 E E1 F G1 G2 H I J K L M N O
No. of Submissions:
14 14 13 13 13 13 14 14 14 14
Asset Class Base Product Sub-Product Region G14 NON G14 % % % %
A B C
CREDIT Index CDX Americas 36,896 4,203,290,348,270 9,542 783,156,480,572 5,997 480,410,681,611 60-70% 30-40% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 50-60% Counterparty Driven - Central CDX Indicies are available
Processing of Mass Novations is for CM to CM clearing and
available in DTCC TIW Client Access is available

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

iTraxx Asia 21,933 676,480,482,360 1,452 54,912,063,894 737 11,418,044,024 40-50% 40-50% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 60-70% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

iTraxx Europe 61,988 5,039,937,242,664 12,816 708,865,069,581 8,298 418,194,674,621 60-70% 10-20% 10-20% 0-10% 90-100% 90-100% TIW Gold CLS available 70-80% Counterparty Driven - Central ITraxx Indicies are available
Processing of Mass Novations is for CM to CM clearing and
available in DTCC TIW Client Access is available

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

LCDX Americas 3,965 178,987,932,672 408 75,605,781,947 136 3,745,730,400 60-70% 30-40% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 70-80% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

LevX Europe 1,773 25,026,885,769 17 334,639,691 6 102,601,145 50-60% 30-40% 10-20% 0-10% 90-100% 90-100% TIW Gold CLS available 80-90% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

Muni Americas 1,203 20,465,222,016 27 242,273,333 37 229,925,333 40-50% 40-50% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 80-90% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

Soverign Americas 7,306 103,136,243,110 937 12,127,364,374 296 3,241,987,933 30-40% 60-70% 10-20% 0-10% 90-100% 90-100% TIW Gold CLS available 80-90% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

Europe 9,579 271,647,870,900 1,668 45,915,743,332 938 24,800,809,921 50-60% 30-40% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 80-90% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW
Index Tranche CDX Americas 58,362 3,152,556,546,870 3,385 152,843,960,134 822 23,378,179,274 60-70% 30-40% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 80-90% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

iTraxx Asia 568 6,509,583,298 1 3,333,333 0 0 90-100% 0-10% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 70-80% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

iTraxx Europe 26,600 1,697,002,234,866 1,120 54,514,224,330 302 18,880,758,035 50-60% 20-30% 10-20% 0-10% 90-100% 90-100% TIW Gold CLS available 80-90% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

LCDX Americas 3,676 117,282,088,607 168 6,196,326,141 32 848,246,667 50-60% 30-40% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 80-90% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

Soverign Americas 11 230,000,000 0 0 0 0 na na na na 90-100% 90-100% TIW Gold CLS available 60% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

Single Name Corporate Americas 1,734,512 10,006,999,961,758 66,113 418,686,102,878 25,778 146,864,223,218 50-60% 30-40% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 80-90% Counterparty Driven - Central More than 50 Single Name
Processing of Mass Novations is Reference Entities are
available in DTCC TIW eligible for clearing at ICE
for both CM to CM and
Market Driven - Credit Events Client clearing
and Succession Events
are centrally processed in DTCC
TIW

Corporate Asia 219,299 1,417,305,636,636 3,651 282,542,563,349 3,326 20,785,835,413 30-40% 60-70% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 70-80% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

Corporate Europe 1,299,901 8,692,941,702,506 54,449 378,538,602,117 24,342 158,271,147,581 60-70% 10-20% 10-20% 0-10% 90-100% 90-100% TIW Gold CLS available 80-90% Counterparty Driven - Central More than 70 Single Name
Processing of Mass Novations is Reference Entities are
available in DTCC TIW eligible for clearing at ICE
for both CM to CM and
Market Driven - Credit Events Client clearing
and Succession Events
are centrally processed in DTCC
TIW

Muni Americas 3,793 55,775,251,668 55 525,189,700 107 501,856,333 40-50% 40-50% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 70-80% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW
 Soverign Americas 55,987 673,036,978,483 2,915 27,738,153,583 1,095 9,931,190,570 30-40% 30-40% 30-40% 0-10% 90-100% 90-100% TIW Gold CLS available 80% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

Soverign Asia 50,919 1,039,985,348,634 1,298 13,112,453,142 1,107 8,850,645,924 50-60% 30-40% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 70-80% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

Soverign - Europe 91,744 1,652,368,546,983 5,709 124,879,639,171 4,737 66,021,314,329 60-70% 20-30% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 70-80% Counterparty Driven - Central Not Currently
Western Processing of Mass Novations is
Europe available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

Soverign - Europe 63,841 884,710,663,194 2,496 27,389,531,979 1,462 14,881,436,061 60-70% 20-30% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 70-80% Counterparty Driven - Central Not Currently
EMEA (non- Processing of Mass Novations is
WE) available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

Swaptions Index US 2,152 160,710,463,770 298 16,315,342,163 1,093 16,935,215,221 50-60% 30-40% 0-10% 0-10% 0% 90-100% TIW Bronze Bilateral Settlement Expiration and exercise is bi- Not Currently
laterally agreed and confirmed

Index Europe 1,066 160,916,055,747 305 53,476,299,981 369 34,055,781,350 70-80% 20-30% 0-10% 0-10% 0% 90-100% TIW Bronze Bilateral Settlement Expiration and exercise is bi- Not Currently
laterally agreed and confirmed

Single Name US 1,810 14,416,599,005 473 758,860,396 972 1,320,369,722 50-60% 30-40% 0-10% 0-10% 0% 90-100% TIW Bronze Bilateral Settlement Expiration and exercise is bi- Not Currently
laterally agreed and confirmed

Single Name Europe 279 5,582,257,504 0 8,235,667 1 6,666,667 20-30% 0-10% 20-30% 0-10% 0% 90-100% TIW Bronze Bilateral Settlement Expiration and exercise is bi- Not Currently
laterally agreed and confirmed

Loans LCDS Americas 34,118 144,307,849,724 731 7,001,994,474 252 3,471,305,741 70-80% 20-30% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 80-90% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

ELCDS Europe 3,393 28,660,059,418 64 634,656,374 18 130,300,065 70-80% 10-20% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 70-80% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and Succession Events
are centrally processed in DTCC
TIW

Baskets 6,569 685,668,480,434 74 7,035,624,519 117 27,600,717,303 80-90% 0-10% 0-10% 0-10% 0% 0% TIW Bronze Bilateral Settlement All life-cycle events, Not Currently
counterparty and market driven,
are bi-latterally agreed and
confirmed/processed

Other Unassigned Unassigned 32,850 2,168,166,508,431 2,730 176,556,090,280 1,563 275,632,932,283 0-10% 0-10% 0-10% 0-10% 0% 0% TIW Bronze Bilateral Settlement All life-cycle events, Not Currently
counterparty and market driven,
are bi-latterally agreed and
confirmed/processed

34118 1.44308E+11 731.3333333 3500997237 252.3333333 3471305741

SECURITIZED CREDIT Index ABX Americas 22,964 461,284,908,854 2,467 45,870,637,884 1,227 13,247,814,829 50-60% 20-30% 0-10% 10-20% 90-100% 90-100% TIW Gold CLS available 50-60% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and PAYG events are centrally
processed in DTCC TIW

TRX Americas 728 10,249,865,006 241 2,749,221,426 22 200,072,445 10-20% 50-60% 0-10% 0-10% 90-100% 90-100% TIW Gold no-Calc Bilateral Settlement Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW
 6569 6.85668E+11 74 3517812260 116.6666667 27600717303
Index Tranche ABX Americas 1,405 12,329,638,000 20 175,979,526 7 15,000,002 50-60% 40-50% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 80-90% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and PAYG events are centrally
processed in DTCC TIW

Single Name ABS Americas 57,505 360,276,330,237 1,216 9,937,905,657 289 5,354,095,270 60-70% 20-30% 0-10% 0-10% 90-100% 90-100% TIW Gold CLS available 80-90% Counterparty Driven - Central Not Currently
Processing of Mass Novations is
available in DTCC TIW

Market Driven - Credit Events

and PAYG events are centrally
processed in DTCC TIW

Grand Total Credit CREDIT TOTALS 3,918,696 44,128,245,787,395 176,354 6,996,248,360,073 85,488 1,789,329,559,290